The probability distribution for the return from a share over the next year has a mean of 10.7% and a standard deviation of 3.0%. What range of returns can we be 95% confident that the actual return over the next year will be within?

a.

4.7% to 16.7%

b.

-1.3% to 22.7%

c.

7.7% to 13.7%

d.

1.7% to 19.7%